+117.0%
AXP vs EVRG
+93.6%
+23.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | +0.6% | +1.9% | -1.3% | +0.4% |
| 30D | +5.8% | +9.0% | -3.2% | +4.7% |
| 3M | -6.0% | +6.3% | -12.3% | -6.8% |
| 6M | +0.3% | +9.9% | -9.6% | -1.0% |
| YTD | -12.3% | +23.8% | -36.1% | -15.8% |
| 1Y | -11.2% | +19.9% | -31.1% | -14.2% |
| 3Y | +117.0% | +94.3% | +22.8% | +92.9% |
| All | +117.0% | +93.6% | +23.5% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling